I think everyone that is starting out doing CrossFit have issues with Double Unders. Some actually have it for years and some never get it.
The reason is simple: you do not get enough time during class to practice on it at where you are right now.
There are a few things to consider:
1. Frequency
You need to train skill often, three times a week is a good starting point.
2. Success pattern
Make sure that you progress by breaking the movement down into smaller pieces. Leaving the session with a happy face is always good for skill to stick. You learn what to do instead of constantly failing.
When you got this then there are some things specific to the double under.
3. Achilles tendon power
If you have not jumped or been running frequently (on the front foot) chances are that your achilles frankly is a bit weak. The jumping motion comes from the tendon and the Soleus. These two work together and needs to be strengthened.
4. Rhytm
Jumping is a repeatable motion and therefore has a rhythm. Every individual have their own rhythm due to height, weight, timing, tendon power and more. Lets forget the technical part and cut to the chase. Double Unders is about BPM ot beats per minute. Find your BPM while jumping and unlock the skill.
5. Timing and coordination
Jumping and moving the hands at the same time can be hard. Break it down into smaller and easier to achieve pieces.
An example is the Skipping with a Double Clap. Managing this gets you really close to the Double Under but obviously you need to practice with a rope.